USD Partners LP (USDP)
0.0695
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
USD Partners Max Drawdown (5Y): 99.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.84% |
| September 30, 2024 | 99.84% |
| August 31, 2024 | 99.72% |
| July 31, 2024 | 99.49% |
| June 30, 2024 | 99.37% |
| May 31, 2024 | 99.37% |
| April 30, 2024 | 99.37% |
| March 31, 2024 | 99.37% |
| February 29, 2024 | 98.51% |
| January 31, 2024 | 98.51% |
| December 31, 2023 | 98.51% |
| November 30, 2023 | 98.51% |
| October 31, 2023 | 95.52% |
| September 30, 2023 | 93.08% |
| August 31, 2023 | 92.55% |
| July 31, 2023 | 90.22% |
| June 30, 2023 | 89.72% |
| May 31, 2023 | 88.14% |
| April 30, 2023 | 84.94% |
| March 31, 2023 | 84.94% |
| February 28, 2023 | 84.94% |
| January 31, 2023 | 84.94% |
| December 31, 2022 | 84.94% |
| November 30, 2022 | 84.94% |
| October 31, 2022 | 84.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.94% |
| August 31, 2022 | 84.94% |
| July 31, 2022 | 84.94% |
| June 30, 2022 | 84.94% |
| May 31, 2022 | 84.94% |
| April 30, 2022 | 84.94% |
| March 31, 2022 | 84.94% |
| February 28, 2022 | 84.94% |
| January 31, 2022 | 84.94% |
| December 31, 2021 | 84.94% |
| November 30, 2021 | 84.94% |
| October 31, 2021 | 84.94% |
| September 30, 2021 | 84.94% |
| August 31, 2021 | 84.94% |
| July 31, 2021 | 84.94% |
| June 30, 2021 | 84.94% |
| May 31, 2021 | 84.94% |
| April 30, 2021 | 84.94% |
| March 31, 2021 | 84.94% |
| February 28, 2021 | 84.94% |
| January 31, 2021 | 84.94% |
| December 31, 2020 | 84.94% |
| November 30, 2020 | 84.94% |
| October 31, 2020 | 84.94% |
| September 30, 2020 | 84.94% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
66.97%
Minimum
Nov 2019
99.84%
Maximum
Sep 2024
87.26%
Average
84.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CSX Corp | 40.55% |
| Norfolk Southern Corp | 44.42% |
| Union Pacific Corp | 38.71% |
| Radiant Logistics Inc | 60.03% |
| Volato Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.96 |
| Beta (5Y) | 0.6536 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.11% |
| Historical Sharpe Ratio (5Y) | -0.7338 |
| Historical Sortino (5Y) | -1.025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.94% |